When you chew a piece of mint gum and then take a drink, the drink seems colder than it would otherwise. It's not colder, that's an illusion from your brain and a protein called TRPM8.

TRPM8 doesn’t just respond to cold temperatures, though. It also activates in the presence of menthol, a waxy, crystalline organic compound found in peppermint and other mint oils. (It responds to other “cooling agents,” too, like eucalyptol and icilin. Why, exactly, is unknown; menthol just happens to fit the cellular “lock.”)

I doesn't only work in your mouth but on your skin, too. A few years back I had the flu and wanted to take a bath with mint oil in the water to breathe a little easier. Only I put too much oil in and after a minute I thought I was freezing even though the water was hot. I had to take a few showers to get the oil off and stop shaking from the percieved "cold".